CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	0.7521	0.7507	-0.0014	-0.2%	0.7516
High	0.7535	0.7522	-0.0013	-0.2%	0.7559
Low	0.7489	0.7476	-0.0013	-0.2%	0.7489
Close	0.7513	0.7498	-0.0015	-0.2%	0.7513
Range	0.0046	0.0046	0.0000	0.0%	0.0070
ATR	0.0060	0.0059	-0.0001	-1.7%	0.0000
Volume	53,164	52,448	-716	-1.3%	238,429

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7637	0.7613	0.7523
R3	0.7591	0.7567	0.7511
R2	0.7545	0.7545	0.7506
R1	0.7521	0.7521	0.7502	0.7510
PP	0.7499	0.7499	0.7499	0.7493
S1	0.7475	0.7475	0.7494	0.7464
S2	0.7453	0.7453	0.7490
S3	0.7407	0.7429	0.7485
S4	0.7361	0.7383	0.7473

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7730	0.7692	0.7552
R3	0.7660	0.7622	0.7532
R2	0.7590	0.7590	0.7526
R1	0.7552	0.7552	0.7519	0.7536
PP	0.7520	0.7520	0.7520	0.7513
S1	0.7482	0.7482	0.7507	0.7466
S2	0.7450	0.7450	0.7500
S3	0.7380	0.7412	0.7494
S4	0.7310	0.7342	0.7475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7559	0.7476	0.0083	1.1%	0.0044	0.6%	27%	False	True	49,441
10	0.7668	0.7476	0.0192	2.6%	0.0054	0.7%	11%	False	True	50,917
20	0.7728	0.7476	0.0252	3.4%	0.0061	0.8%	9%	False	True	55,154
40	0.7791	0.7428	0.0363	4.8%	0.0062	0.8%	19%	False	False	55,614
60	0.7791	0.7428	0.0363	4.8%	0.0066	0.9%	19%	False	False	47,598
80	0.7791	0.7428	0.0363	4.8%	0.0066	0.9%	19%	False	False	35,817
100	0.8107	0.7428	0.0679	9.1%	0.0064	0.9%	10%	False	False	28,724
120	0.8216	0.7428	0.0788	10.5%	0.0063	0.8%	9%	False	False	23,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012

Fibonacci Retracements and Extensions
4.250	0.7718
2.618	0.7642
1.618	0.7596
1.000	0.7568
0.618	0.7550
HIGH	0.7522
0.618	0.7504
0.500	0.7499
0.382	0.7494
LOW	0.7476
0.618	0.7448
1.000	0.7430
1.618	0.7402
2.618	0.7356
4.250	0.7281

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	0.7499	0.7518
PP	0.7499	0.7511
S1	0.7498	0.7505

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These figures are updated between 7pm and 10pm EST after a trading day.

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